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~isPartOf:"Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Friz, Peter K."
~person:"Gatheral, Jim"
~subject:"Erwartungsbildung"
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
Quantitative finance
The European journal of finance
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Exponentiation of conditional expectations under stochastic volatility
Alòs, Elisa
;
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10012194851
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